Probabilistic Forecasting and Bayesian Data Assimilation free ebook download.

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Probabilistic Forecasting and Bayesian Data Assimilation free ebook download

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Mathematics

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Author(s):	Sebastian Reich

Date:	2015	Format:	pdf	Language:	English	ISBN/ASIN:	1107663911
Pages:	308	OCR:		Quality:		ISBN13:
Uploader:	eternal	Upload Date:	6/28/2024 4:57:10 AM

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1107663911 pdf
In this book the authors describe the principles and methods behind probabilistic forecasting and Bayesian data assimilation. Instead of focusing on particular application areas, the authors adopt a general dynamical systems approach, with a profusion of low-dimensional, discrete-time numerical examples designed to build intuition about the subject. Part I explains the mathematical framework of ensemble-based probabilistic forecasting and uncertainty quantification. Part II is devoted to Bayesian filtering algorithms, from classical data assimilation algorithms such as the Kalman filter, variational techniques, and sequential Monte Carlo methods, through to more recent developments such as the ensemble Kalman filter and ensemble transform filters. The McKean approach to sequential filtering in combination with coupling of measures serves as a unifying mathematical framework throughout Part II. Assuming only some basic familiarity with probability, this book is an ideal introduction for graduate students in applied mathematics, computer science, engineering, geoscience and other emerging application areas.

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3263799	Book	https://nitroflare.com/view/DF9DF0A98A10...		8.00	eternal

Tags: Assimilation Bayesian Data Forecasting Probabilistic

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